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Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms. Fastor [5] R. Poya, A. J. Gil and R. Ortigosa C++ 2016 0.6.4 / 06.2023 Free MIT License: Fastor is a high performance tensor (fixed multi-dimensional array) library for modern C++. GNU Scientific Library [6] GNU Project C, C++ 1996 ...
ALGLIB is an open source / commercial numerical analysis library with C++ version; Armadillo is a C++ linear algebra library (matrix and vector maths), aiming towards a good balance between speed and ease of use. [1] It employs template classes, and has optional links to BLAS and LAPACK. The syntax is similar to MATLAB.
If you wish to use the Fortran interface, a Fortran compiler is needed, and the algebraic multigrid preconditioner requires a Fortran 90 compiler. [4] For parallel computing environments, an OpenMP or MPI library is necessary. Lis supports both the Matrix Market and Harwell-Boeing formats for importing and exporting user data.
[1] [2] [3] It comes with its own programming language, in which numerical algorithms can be implemented. GNU MCSim a simulation and numerical integration package, with fast Monte Carlo and Markov chain Monte Carlo capabilities. ML.NET is a free-software machine-learning library for the C# programming language. [4] [5]
The Matrix Template Library (MTL) is a linear algebra library for C++ programs. The MTL uses template programming , which considerably reduces the code length. All matrices and vectors are available in all classical numerical formats: float , double , complex<float> or complex<double> .
An interface to the Python language is available through the PyArmadillo package, [4] which facilitates prototyping of algorithms in Python followed by relatively straightforward conversion to C++. Armadillo is a core dependency of the mlpack machine learning library [5] and the ensmallen C++ library for numerical optimization. [6]
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MOOSE (Multiphysics Object Oriented Simulation Environment) is an object-oriented C++ finite element framework for the development of tightly coupled multiphysics solvers from Idaho National Laboratory. [1] MOOSE makes use of the PETSc non-linear solver package and libmesh to provide the finite element discretization.